+20,389.3%
TXN vs ALK
+839.9%
+19,549.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -6.9% | -19.2% | +12.3% | -1.8% |
| 3M | -14.9% | -1.5% | -13.4% | -15.2% |
| 6M | +29.0% | -13.1% | +42.1% | +31.6% |
| YTD | +51.5% | -16.4% | +67.9% | +55.0% |
| 1Y | +41.6% | -33.1% | +74.6% | +53.0% |
| 3Y | +65.8% | +0.6% | +65.2% | +55.5% |
| 5Y | +56.8% | -26.4% | +83.2% | +56.3% |
| 10Y | +387.5% | -34.2% | +421.6% | +354.9% |
| All | +20,389.3% | +839.9% | +19,549.5% | +6,621.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling